Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions
From MaRDI portal
Publication:2200494
DOI10.1007/s00440-020-00972-zzbMath1471.60130arXiv1904.03253OpenAlexW3016459686MaRDI QIDQ2200494
Publication date: 22 September 2020
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.03253
random matricesreflected Brownian motionslog-gamma polymerDufresne's identitypoint-to-line last passage percolation
Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (7)
The oriented swap process and last passage percolation ⋮ Unnamed Item ⋮ Lower deviations in \(\beta \)-ensembles and law of iterated logarithm in last passage percolation ⋮ Interacting diffusions on positive definite matrices ⋮ The invariant measure of PushASEP with a wall and point-to-line last passage percolation ⋮ Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution ⋮ A stationary model of non-intersecting directed polymers
Cites Work
- Unnamed Item
- Unnamed Item
- Log-gamma polymer free energy fluctuations via a Fredholm determinant identity
- Directed polymers and the quantum Toda lattice
- Scaling for a one-dimensional directed polymer with boundary conditions
- Determinantal transition kernels for some interacting particles on the line
- Geometric RSK correspondence, Whittaker functions and symmetrized random polymers
- Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues
- Airy kernel with two sets of parameters in directed percolation and random matrix theory
- Exponential functionals of Brownian motion. I: Probability laws at fixed time
- Orthogonal polynomial ensembles in probability theory
- Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
- Maximum of Dyson Brownian motion and non-colliding systems with a boundary
- Departures from many queues in series
- Exact solution of the master equation for the asymmetric exclusion process
- Lyapunov functions for semimartingale reflecting Brownian motions
- Scale invariance of the PNG droplet and the Airy process
- Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
- Brownian analogues of Burke's theorem.
- Multidimensional reflected Brownian motions having exponential stationary distributions
- Algebraic aspects of increasing subsequences
- On the distribution of the largest eigenvalue in principal components analysis
- A representation for non-colliding random walks
- Shape fluctuations and random matrices
- Multiplicative functionals on ensembles of non-intersecting paths
- Long time asymptotics for constrained diffusions in polyhedral domains
- A multi-dimensional Markov chain and the Meixner ensemble
- Tropical combinatorics and Whittaker functions
- Dyson's Brownian motions, intertwining and interlacing
- Fluctuation properties of the TASEP with periodic initial configuration
- Reflected Brownian Motions in the KPZ Universality Class
- On the largest-eigenvalue process for generalized Wishart random matrices
- THE KARDAR–PARISI–ZHANG EQUATION AND UNIVERSALITY CLASS
- On the distribution of the length of the longest increasing subsequence of random permutations
- Variants of Geometric RSK, Geometric PNG, and the Multipoint Distribution of the Log-Gamma Polymer
- Application of theτ-function theory of Painlevé equations to random matrices:PVI, the JUE, CyUE, cJUE and scaled limits
- Interlacing Diffusions
- Point-to-line polymers and orthogonal Whittaker functions
- Free Energy Fluctuations for Directed Polymers in Random Media in 1 + 1 Dimension
- GUEs and queues
- Exponential functionals of Brownian motion and related processes
- Limit theorems for height fluctuations in a class of discrete space and time growth models
This page was built for publication: Point-to-line last passage percolation and the invariant measure of a system of reflecting Brownian motions